+105.9%
GILD vs TTD
-83.1%
+189.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.7% |
| 7D | -4.8% | -0.6% | -4.2% | -4.8% |
| 30D | +5.8% | +6.3% | -0.5% | +6.0% |
| 3M | +14.9% | -24.1% | +39.1% | +14.2% |
| 6M | -0.4% | -47.4% | +47.1% | -2.1% |
| YTD | +18.5% | -62.2% | +80.8% | +15.4% |
| 1Y | +25.1% | -68.3% | +93.4% | +21.2% |
| 3Y | +105.9% | -83.4% | +189.3% | +99.7% |
| All | +105.9% | -83.1% | +189.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TTD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling